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The death of mathematician George Dantzig is a scientific watershed. Dantzig developed "linear programming" and the simplex method, used to solve complex efficiency problems for large ...
This paper presents a simple numerical algorithm for the solution of programming problems in which some or all of the variables can take only discrete values. The algorithm requires no special ...
The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method, Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm.
Dualizing the side constraints produces a Lagrangian problem that is easy to solve and whose optimal value is a lower bound (for minimization problems) on the optimal value of the original problem.